Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 1 2 4 7
Dealing with the Inventory Risk. A solution to the market making problem 1 1 5 85 9 18 59 325
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 15 72 3 7 37 140
General Intensity Shapes in Optimal Liquidation 0 0 1 26 0 0 7 82
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 1 1 3 22 2 6 12 18
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 46 0 2 12 100
Market impacts and the life cycle of investors orders 0 3 4 7 0 4 14 19
Market microstructure: confronting many viewpoints 0 0 0 0 1 2 11 13
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 1 7 7 0 2 16 17
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 1 8 20 183
Optimal algorithmic trading and market microstructure 1 4 21 205 6 15 72 343
Optimal posting price of limit orders: learning by trading 0 1 3 52 1 3 11 151
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 1 8 162
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 6 64
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 3 59 2 4 28 150
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 3 56 1 4 13 89
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 1 3 54 4 5 15 131
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 4 37 0 2 8 63
Simulating and analyzing order book data: The queue-reactive model 0 1 4 28 0 5 13 49
Total Working Papers 3 15 78 941 31 90 366 2,106


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 1 1 1 82 5 6 23 282
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 0 10 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 0 4 11 36
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 1 1 2 2 1 4 8 8
Total Journal Articles 2 2 4 90 6 14 52 338


Statistics updated 2017-01-03